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IPDP vs. QDVO
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

IPDP vs. QDVO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dividend Performers ETF (IPDP) and Amplify CWP Growth & Income ETF (QDVO). The values are adjusted to include any dividend payments, if applicable.

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IPDP vs. QDVO - Yearly Performance Comparison


Returns By Period


IPDP

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*

QDVO

1D
3.02%
1M
-3.55%
YTD
-5.75%
6M
-3.27%
1Y
20.76%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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IPDP vs. QDVO - Expense Ratio Comparison

IPDP has a 1.52% expense ratio, which is higher than QDVO's 0.55% expense ratio.


Return for Risk

IPDP vs. QDVO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IPDP

QDVO
QDVO Risk / Return Rank: 7474
Overall Rank
QDVO Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
QDVO Sortino Ratio Rank: 7474
Sortino Ratio Rank
QDVO Omega Ratio Rank: 7272
Omega Ratio Rank
QDVO Calmar Ratio Rank: 8080
Calmar Ratio Rank
QDVO Martin Ratio Rank: 7878
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IPDP vs. QDVO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dividend Performers ETF (IPDP) and Amplify CWP Growth & Income ETF (QDVO). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

IPDP vs. QDVO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


IPDPQDVODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.89

Dividends

IPDP vs. QDVO - Dividend Comparison

IPDP has not paid dividends to shareholders, while QDVO's dividend yield for the trailing twelve months is around 11.26%.


TTM20252024
IPDP
Dividend Performers ETF
0.00%0.00%0.00%
QDVO
Amplify CWP Growth & Income ETF
11.26%9.92%2.79%

Drawdowns

IPDP vs. QDVO - Drawdown Comparison

The maximum IPDP drawdown since its inception was 0.00%, smaller than the maximum QDVO drawdown of -17.75%. Use the drawdown chart below to compare losses from any high point for IPDP and QDVO.


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Drawdown Indicators


IPDPQDVODifference

Max Drawdown

Largest peak-to-trough decline

0.00%

-17.75%

+17.75%

Max Drawdown (1Y)

Largest decline over 1 year

-10.24%

Current Drawdown

Current decline from peak

0.00%

-7.50%

+7.50%

Average Drawdown

Average peak-to-trough decline

0.00%

-2.50%

+2.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.71%

Volatility

IPDP vs. QDVO - Volatility Comparison


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Volatility by Period


IPDPQDVODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.31%

Volatility (6M)

Calculated over the trailing 6-month period

9.74%

Volatility (1Y)

Calculated over the trailing 1-year period

0.00%

18.60%

-18.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

0.00%

18.02%

-18.02%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

0.00%

18.02%

-18.02%